+883.4%
APH vs RL
+356.1%
+527.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.5% | +4.6% |
| 7D | -5.9% | -4.2% | -1.8% | -4.6% |
| 30D | -14.8% | +4.3% | -19.1% | -16.1% |
| 3M | -12.4% | -4.6% | -7.8% | -11.3% |
| 6M | +8.1% | +1.7% | +6.3% | +6.4% |
| YTD | +10.9% | +7.3% | +3.6% | +7.0% |
| 1Y | +8.8% | +20.8% | -12.0% | +0.5% |
| 3Y | +262.1% | +247.0% | +15.1% | +130.2% |
| 5Y | +283.1% | +225.5% | +57.7% | +141.6% |
| All | +883.4% | +356.1% | +527.3% | +436.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling